-40.9%
SE vs SWKS
+4.6%
-45.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.0% |
| 7D | -6.1% | +12.5% | -18.6% | -6.4% |
| 30D | -2.5% | +10.5% | -12.9% | -2.8% |
| 3M | +21.7% | -7.4% | +29.1% | +21.7% |
| 6M | +27.0% | +32.7% | -5.7% | +17.2% |
| YTD | -12.1% | +19.2% | -31.3% | -16.5% |
| 1Y | -40.9% | +2.4% | -43.3% | -41.7% |
| All | -40.9% | +4.6% | -45.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling